-21.7%
ONON vs FWONK
+100.5%
-122.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -11.6% | -7.7% | -3.9% | -7.7% |
| 3M | -30.1% | +5.7% | -35.8% | -32.5% |
| 6M | -30.5% | +13.5% | -44.0% | -35.7% |
| YTD | -41.0% | -3.0% | -38.1% | -40.6% |
| 1Y | -36.7% | -6.4% | -30.3% | -35.2% |
| 3Y | -8.6% | +43.8% | -52.4% | -30.0% |
| All | -21.7% | +100.5% | -122.1% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FWONK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling